+16.7%
BABA vs CAKE
+153.4%
-136.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.4% | +0.5% | -2.3% |
| 7D | -2.2% | -4.6% | +2.4% | -1.4% |
| 30D | -17.3% | -6.6% | -10.8% | -16.6% |
| 3M | -7.8% | +52.9% | -60.7% | -14.5% |
| 6M | -16.8% | +65.7% | -82.5% | -24.3% |
| YTD | -24.7% | +107.8% | -132.5% | -34.2% |
| 1Y | -24.9% | +78.5% | -103.4% | -32.8% |
| 3Y | +29.1% | +266.4% | -237.3% | -0.2% |
| 5Y | -30.5% | +159.6% | -190.1% | -44.7% |
| 10Y | +16.7% | +156.6% | -139.9% | -17.2% |
| All | +16.7% | +153.4% | -136.7% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling